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Special issue: Longevity nine : the ninth International Longevity Risk and Capital Markets Solutions Conference
Blake, David (contributor) - International Longevity Risk and Capital Markets … - 2015
Persistent link: https://www.econbiz.de/10011349831
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Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew; Blake, David - In: Insurance / Mathematics & economics 63 (2015), pp. 12-29
Persistent link: https://www.econbiz.de/10011349873
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Longevity risk and capital markets : the 2013-14 update
Tan, Ken Seng; Blake, David; MacMinn, Richard D. - In: Insurance / Mathematics & economics 63 (2015), pp. 1-11
Persistent link: https://www.econbiz.de/10011349891
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Longevity risk and capital markets : the 2015-16 update
Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173
Persistent link: https://www.econbiz.de/10011825252
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Identifiability, cointegration and the gravity model
Hunt, Andrew; Blake, David - In: Insurance / Mathematics & economics 78 (2018), pp. 360-368
Persistent link: https://www.econbiz.de/10011825323
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Evaluating the goodness of fit of stochastic mortality models
Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy D. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 255-265
Persistent link: https://www.econbiz.de/10008747090
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Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 355-367
Persistent link: https://www.econbiz.de/10008989294
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Securitizing and tranching longevity exposures
Biffis, Enrico; Blake, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003953340
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Pension schemes as options on pension fund assets: implications for pension fund management
Blake, David - In: Insurance / Mathematics & economics 23 (1998) 3, pp. 263-286
Persistent link: https://www.econbiz.de/10006916225
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Longevity bond premiums: The extreme value approach and risk cubic pricing
Biffis, Enrico; Blake, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 150-162
Persistent link: https://www.econbiz.de/10008378685